Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -660494.3471 | 125612.7604 | -786107.1076 | -800232.813 | -4107533.184 | 3307300.371 |
Total P&L (%) | -660.4943 | 125.6128 | -786.1071 | -800.2328 | -4107.5332 | 3307.3004 |
Avg Daily Profit (%) | -0.364 | 0.0692 | -0.4332 | 0 | 0 | 0.1947 |
Buy And Hold Return (%) | 486.7518 | 486.7518 | 486.7518 | 486.7518 | 486.7518 | 486.7518 |
Max Trade Drawdown | -762237 | -125469 | -820302 | -8847617 | -6062305 | -4044582 |
Profit Factor | 0.5228 | 1.4601 | 0.2926 | 0.9579 | 0.549 | 1.3345 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 40 | 21 | 19 | 35 | 19 | 16 |
Losing Trades | 30 | 14 | 16 | 35 | 16 | 19 |
Profitability (%) | 57.1429 | 60 | 54.2857 | 50 | 54.2857 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.3921 | 0.9734 | 0.2464 | 0.9579 | 0.4623 | 1.5847 |
Largest Winning Trade | 68014 | 68014 | 58637 | 8775399 | 994808 | 8775399 |
Largest Losing Trade | -373499 | -79052 | -373499 | -5801590 | -5801590 | -3529179 |
Avg Bars in Trades | 49 | 54 | 45 | 49 | 54 | 45 |
Avg Bars in Winners | 29 | 32 | 25 | 50 | 55 | 45 |
Avg Bars in Losers | 77 | 85 | 69 | 49 | 52 | 46 |
Bars Traded | 3495 | 1890 | 1605 | 3495 | 1890 | 1605 |
Profit Streak | 0 | 0 | 0 | 23.233 | 23.233 | 103.733 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -678351 | -265599 | -580232 | -678519 | -579685 | 307526 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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